+145.0%
AXON vs MSFU
+103.9%
+41.1%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +5.5% | -8.6% | -4.7% |
| 7D | -28.7% | +14.6% | -43.3% | -31.6% |
| 30D | -28.3% | +2.1% | -30.4% | -28.9% |
| 3M | -46.9% | +14.7% | -61.6% | -49.2% |
| 6M | -24.9% | +55.7% | -80.5% | -35.5% |
| YTD | -46.6% | +7.1% | -53.7% | -50.1% |
| 1Y | -49.7% | -0.5% | -49.2% | -52.2% |
| 3Y | +40.6% | +35.7% | +4.8% | +20.2% |
| All | +145.0% | +103.9% | +41.1% | +94.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MSFU.
Daily Out/Under-Performance
Portfolio return minus MSFU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSFU return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded MSFU wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling